A cutting plane method from analytic centers for stochastic programming

Author:

Bahn O.,du Merle O.,Goffin J. -L.,Vial J. -P.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference49 articles.

1. D.S. Atkinson and P.M. Vaidya, “A scaling technique for finding the weighted analytic center of a polytope,” University of Illinois at Urbana-Champaign, Urbana, IL, 1992.

2. D.S. Atkinson and P.M. Vaidya, “A cutting plane algorithm for convex programming that uses analytic centers,”Mathematical Programming 69 (1) (1995) 1–43 (this issue).

3. O. Bahn, J.-L. Goffin, J.-P. Vial and O. du Merle, “Experimental behavior of an interior point cutting plane algorithm for convex programming: an application to geometric programming,”Discrete Applied Mathematics 49 (1–3) (1994) 3–23.

4. E.M. Beale, “On minimizing a convex function subject to linear inequalities,”Journal of the Royal Statistical Society, Series B 17 (1955) 173–184.

5. J.F. Benders, “Partitioning procedures for solving mixed-variables programming problems,”Numerische Mathematik 4 (1962) 238–252.

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